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Books in Financial economics

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61-70 of 452 results in All results

Risk Neutral Pricing and Financial Mathematics

  • 1st Edition
  • July 29, 2015
  • Peter M. Knopf + 1 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 0 1 5 3 4 - 6
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 1 7 2 7 - 2
Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society).

Practical Financial Modelling

  • 3rd Edition
  • July 28, 2015
  • Jonathan Swan
  • English
  • Paperback
    9 7 8 - 0 - 0 8 - 1 0 0 5 8 7 - 3
  • eBook
    9 7 8 - 0 - 0 8 - 1 0 0 5 8 8 - 0
Practical Financial Modelling, 3e is a book on model development and model assurance. It enhances the modelling process by emphasizing controls and checks for accuracy and reliability. New content on validation and verification, model use and sensitivity analysis is presented alongside a modelling methodology that underpins the various proprietary standards used in financial modelling today. It provides more details than other books and yet is general enough for applying its methodology to many applications. This book isn’t just about the details of building cash flow models, it’s about building better cash flow models.

Tethered Money

  • 1st Edition
  • July 14, 2015
  • Gideon Samid
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 0 3 4 7 7 - 4
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 3 4 9 7 - 2
Tettered Money: Managing Digital Currency Transactions presents a comprehensive discussion of financial transactions using digital currencies, with the author, Gideon Samid, making the case for their expansion in tethered money. Exploring the technical, legal, and historical aspects of digital money, the author discusses how the emerging technology of money specified for a specific need or to perform a particular task will affect society. The ability to dictate, Samid argues, how money is spent could increase control over our lives and resources, enabling us to practice a certain efficiency that would, in due time, become a pillar of civilization. Informative and thought-provoking, the book describes an evolving future that, in some quarters, has already arrived.

Handbook of Digital Currency

  • 1st Edition
  • April 29, 2015
  • English
  • Hardback
    9 7 8 - 0 - 1 2 - 8 0 2 1 1 7 - 0
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 2 3 5 1 - 8
Incorporating currencies, payment methods, and protocols that computers use to talk to each other, digital currencies are poised to grow in use and importance. The Handbook of Digital Currency gives readers a way to learn about subjects outside their specialties and provides authoritative background and tools for those whose primary source of information is journal articles. Taking a cross-country perspective, its comprehensive view of the field includes history, technicality, IT, finance, economics, legal, tax and regulatory environment. For those who come from different backgrounds with different questions in mind, The Handbook of Digital Currency is an essential starting point.

Nonlinear Dynamics of Financial Crises

  • 1st Edition
  • March 28, 2015
  • Ionut Purica
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 0 3 2 7 5 - 6
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 3 2 7 6 - 3
When just a handful of economists predicted the 2008 financial crisis, people should wonder how so many well educated people with enormous datasets and computing power can be so wrong. In this short book Ionut Purica joins a growing number of economists who explore the failings of mainstream economics and propose solutions developed in other disciplines, such as sociology and evolutionary biology. While it might be premature to call for a revolution, Dr. Purica echoes John Maynard Keynes in believing that economic ideas are "dangerous for good or evil." In recent years evil seems to have had the upper hand. "Nonlinear Dynamics of Financial Crises" points to their ability to do good.

Handbook of High Frequency Trading

  • 1st Edition
  • February 4, 2015
  • Greg N. Gregoriou
  • English
  • Hardback
    9 7 8 - 0 - 1 2 - 8 0 2 2 0 5 - 4
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 2 3 6 2 - 4
This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technological advances in hardware and software, and the evolution of the trading landscape. Developed for students and professionals who want more than discussions on the econometrics of the modelling process, The Handbook of High Frequency Trading explains the entirety of this controversial trading strategy.

Finance

  • 1st Edition
  • December 1, 2014
  • Piotr Staszkiewicz + 1 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 0 1 5 8 4 - 1
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 1 7 6 0 - 9
Many students want an introduction to finance. Those who are quantitatively-oriented learners can benefit in particular from an introduction that puts more emphasis on mathematics and graphical presentations than on verbal descriptions. By illustrating core finance facts and concepts through equations and graphical material, Finance: A Quantitative Introduction can help people studying business management, marketing, accounting, and other subjects. By using few lengthy verbal explanations and many illustrations, it can teach readers quickly and efficiently.

Finance

  • 1st Edition
  • December 1, 2014
  • Piotr Staszkiewicz + 1 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 0 2 7 9 7 - 4
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 2 7 9 8 - 1
Many students want an introduction to finance. Those who are quantitatively-oriented learners can benefit in particular from an introduction that puts more emphasis on mathematics and graphical presentations than on verbal descriptions. By illustrating core finance facts and concepts through equations and graphical material, Finance: A Quantitative Introduction can help people studying business management, marketing, accounting, and other subjects. By using few lengthy verbal explanations and many illustrations, it can teach readers quickly and efficiently.

China’s Venture Capital Market

  • 1st Edition
  • December 1, 2014
  • Lin Zhang
  • English
  • Hardback
    9 7 8 - 0 - 8 5 7 0 9 - 4 5 0 - 6
  • eBook
    9 7 8 - 0 - 8 5 7 0 9 - 4 5 1 - 3
The venture capital market in China has been developing for over twenty years. Over this period, the legal frameworks surrounding China’s venture capital have evolved significantly. China’s Venture Capital Market addresses this important topic and argues for further improvements in legal frameworks for venture capital in China. The book consists of five chapters, each covering an aspect of venture capital in China. The first chapter profiles the venture capital market. The second, third and fourth chapters consider the legal problems and suggest reform measures for fundraising in, operation of and exit from Chinese venture capital. The book concludes by asking how long it will take for reform measures to take place in China.

Principles of Financial Engineering

  • 3rd Edition
  • November 26, 2014
  • Robert Kosowski + 1 more
  • English
  • eBook
    9 7 8 - 0 - 1 2 - 3 8 7 0 0 7 - 0
Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. A solutions manual enhances the text by presenting additional cases and solutions to exercises. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs.

Related subjects

Corporate finance and governance

Financial economics general

Financial institutions and services

Fixed income debt capital markets

General financial markets

Investment management

Valuation